Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.55 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47354.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45959.19 Kr¶

PnL: ---------------------------------------> -929.38 Kr¶

DD now: ---------------------------------> -2.623 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:33:00.511241'

Anic Portfolio¶

Today¶

Return: -1.246 %¶

This Week¶

Return: -1.166 %¶

Total¶

Return: 55.025 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 0.000000 390.900000 35.900000 10.110000 355.000000
SAAB B 8 0.140000 3412.000000 35.000000 1.040000 3377.000000
Corem Property Group B 59 -1.710000 611.830000 34.830000 6.040000 576.999999
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
AcadeMedia 12 -3.790000 584.160000 27.160000 4.880000 557.000004
Resurs Holding 22 -1.840000 598.180000 24.180000 4.210000 573.999998
HMS Networks 2 -2.870000 690.400000 17.400000 2.590000 673.000000
Swedbank A 3 -0.590000 577.650000 13.650000 2.420000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -2.120000 1660.800000 6.800000 0.410000 1653.999996
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Nordea Bank Abp 29 0.020000 3455.060000 1.060000 0.030000 3453.999992
Intrum 4 -3.480000 526.400000 -0.600000 -0.110000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -1.030000 554.800000 -19.200000 -3.340000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -1.310000 510.640000 -23.360000 -4.370000 533.999999
Essity A 4 -1.770000 1110.000000 -39.000000 -3.390000 1149.000000
International Petroleum Corp. 5 -1.880000 547.500000 -47.070000 -7.920000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.400000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 0.980000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -2.980000 1404.900000 -259.100000 -15.570000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45959.190000 -929.380000 -2.62335% 46888.564618

Updated:¶

'2023-01-25 15:33:13.048383'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶